-67.2%
STLA vs VYM
+64.0%
-131.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.7% |
| 7D | -3.8% | -1.9% | -2.0% | -0.9% |
| 30D | -3.1% | -2.6% | -0.5% | +1.1% |
| 3M | -19.6% | +3.6% | -23.2% | -24.1% |
| 6M | -23.5% | +8.7% | -32.2% | -33.1% |
| YTD | -51.5% | +14.1% | -65.6% | -61.7% |
| 1Y | -39.7% | +17.8% | -57.5% | -54.7% |
| All | -67.2% | +64.0% | -131.1% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling